NM–QELE for ARMA–GARCH models with non-Gaussian innovations

✍ Scribed by Jeongcheol Ha; Taewook Lee

• Book ID: 108268739
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 263 KB
• Volume: 81
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/j.spl.2011.02.004